Climate reconstructions reveal a strong winter amplification of the cooling over central and northern continental Europe during the Little Ice Age period (LIA, here defined as c. 16th-18th centuries) via persistent, blocked atmospheric conditions. Although various potential drivers have been suggested to explain the LIA cooling, no coherent mechanism has yet been proposed for this seasonal contrast. Here we demonstrate that such exceptional wintertime conditions arose from sea ice expansion and reduced ocean heat losses in the Nordic and Barents seas, driven by a multicentennial reduction in the northward heat transport by the subpolar gyre (SPG). However, these anomalous oceanic conditions were largely decoupled from the European atmospheric variability in summer. Our novel dynamical explanation is derived from analysis of an ensemble of last millennium climate simulations, and is supported by reconstructions of European temperatures and atmospheric circulation variability and North Atlantic/Arctic paleoceanographic conditions. We conclude that SPG-related internal climate feedbacks were responsible for the winter amplification of the European LIA cooling. Thus, characterization of SPG dynamics is essential for understanding multicentennial variations of the seasonal cycle in the European/North Atlantic sector.